William Gray was born on 15th June 1710 at Heckington in Lincolnshire, son of Elizabeth Gray, formerly Skelton, and her husband William Gray, a labourer. When he was only a few months old his mother died. His father remarried, but then died in 1715 when William was only five. William outlived his father by a couple of years, presumably being looked after by his stepmother, but died in 1717, aged seven. His burial record originally gave his stepmother's name as his mother's, which has then been corrected.